| Metric | xlmusd_div_0.25_tpm:0.02__tp__tep:1.0_ | XLMUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 48.44% | -22.14% |
| Max Drawdown | -11.58% | -61.02% |
| Sharpe | 0.1 | -0.0 |
| Sortino | 0.14 | -0.0 |
| Payoff Ratio | 0.0 | 0.88 |
| Profit Factor | 2.66 | 1.0 |
| Common Sense Ratio | inf | 0.99 |
| CPC Index | 0.01 | 0.44 |
| Tail Ratio | inf | 0.99 |
| Outlier Win Ratio | 701.89 | 2.1 |
| Outlier Loss Ratio | 0.51 | 2.04 |
| Volatility (ann.) | 0.63% | 2.67% |
| R^2 | 0.0 | 0.0 |
| Calmar | 12.17 | -0.7 |
| Skew | -77.87 | -0.02 |
| Kurtosis | 24696.15 | 52.27 |
| Expected Daily % | 0.0% | -0.0% |
| Expected Monthly % | 6.8% | -4.09% |
| Expected Yearly % | 48.44% | -22.14% |
| Kelly Criterion | 76.87% | -6.95% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.05% | -0.23% |
| Expected Shortfall (cVaR) | -0.05% | -0.23% |
| Year | XLMUSD | xlmusd_div_0.25_tpm:0.02__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -22.14 | 48.44 | -2.19 | + |
| Metric | xlmusd_div_0.25_tpm:0.02__tp__tep:1.0_ | XLMUSD |
|---|---|---|
| MTD | -0.65% | -2.05% |
| 3M | 22.0% | -5.52% |
| 6M | 48.44% | -22.14% |
| YTD | 48.44% | -22.14% |
| 1Y | 48.44% | -22.14% |
| 3Y (ann.) | 140.88% | -42.71% |
| 5Y (ann.) | 140.88% | -42.71% |
| Metric | xlmusd_div_0.25_tpm:0.02__tp__tep:1.0_ | XLMUSD |
|---|---|---|
| Max Drawdown | -11.58% | -61.02% |
| Longest DD Days | 32.0 | 148.0 |
| Avg. Drawdown | -0.98% | -2.13% |
| Avg. Drawdown Days | 3.0 | 2.0 |
| Recovery Factor | 4.18 | -0.36 |
| Ulcer Index | 1.0 | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-20 | 2025-02-22 | -11.58 | 32 |
| 2025-04-27 | 2025-05-13 | -5.54 | 16 |
| 2025-05-29 | 2025-06-14 | -4.80 | 16 |
| 2025-04-15 | 2025-04-19 | -0.27 | 4 |
| 2025-01-05 | 2025-01-06 | -0.08 | 1 |
| 2025-01-08 | 2025-01-11 | -0.08 | 2 |
| 2025-01-12 | 2025-01-13 | -0.08 | 0 |
| 2025-01-17 | 2025-01-17 | -0.07 | 0 |
| 2025-02-25 | 2025-03-01 | -0.07 | 3 |
| 2025-03-02 | 2025-03-02 | -0.07 | 0 |
| Metric | xlmusd_div_0.25_tpm:0.02__tp__tep:1.0_ | XLMUSD |
|---|---|---|
| Best Day | 2.35% | 5.48% |
| Worst Day | -8.32% | -6.07% |
| Best Week | 6.42% | 34.77% |
| Worst Week | -6.51% | -21.06% |
| Best Month | 15.72% | 24.56% |
| Worst Month | -0.65% | -30.87% |
| Best Year | 48.44% | -22.14% |
| Worst Year | 48.44% | -22.14% |
| Avg. Up Day | 0.0% | 0.1% |
| Avg. Down Day | -0.45% | -0.11% |
| Avg. Up Week | 3.4% | 14.29% |
| Avg. Down Week | -3.14% | -4.08% |
| Avg. Up Month | 4.72% | 13.63% |
| Avg. Down Month | -0.65% | -2.05% |
| Win Days % | 99.9% | 49.87% |
| Win Month % | 83.33% | 33.33% |
| Win Week % | 76.0% | 28.0% |
| Win Quarter % | 100.0% | 0.0% |
| Win Year % | 100.0% | 0.0% |